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| HAL: hal-00586647, version 1 |
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| AN EXACT PENALTY APPROACH FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS. |
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| Lina Abdallah 1Mounir Haddou 1 |
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| (2011-04-18) |
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| We propose an exact penalty approach to solve the mathematical problems with equilibrium constraints (MPECs). This work is based on the smoothing functions introduced by Haddou but we do not need any complicate updating rule for the penalty parameter. We present some numerical results to prove the viability of the approach. We consider two generic applications : the binary quadratic programs and simple number partitioning problems. |
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| 1: | Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) |
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Université d'Orléans – CNRS : UMR7349 |
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| Subject | : | Mathematics/Optimization and Control |
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| hal-00586647, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00586647 | |
| oai:hal.archives-ouvertes.fr:hal-00586647 | |
| From: Mounir Haddou | |
| Submitted on: Monday, 18 April 2011 10:50:05 | |
| Updated on: Monday, 18 April 2011 11:37:39 | |
